+139.9%
IBM vs APH
+938.3%
-798.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -2.2% | -5.0% | +2.8% | -0.9% |
| 30D | +7.7% | -8.4% | +16.0% | +10.1% |
| 3M | +3.5% | -4.5% | +8.0% | +3.7% |
| 6M | +7.2% | +25.3% | -18.1% | -4.7% |
| YTD | -15.8% | +18.9% | -34.7% | -25.8% |
| 1Y | -19.3% | +11.9% | -31.2% | -27.2% |
| 3Y | +78.0% | +278.0% | -200.0% | -15.7% |
| 5Y | +143.0% | +306.4% | -163.4% | +8.1% |
| 10Y | +139.9% | +955.2% | -815.2% | -38.7% |
| All | +139.9% | +938.3% | -798.4% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded APH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling